If ads are displaying fine and your Adsense statistics are showing "page views" for your site, then it's recording correctly. Whether you get clicks or not might depend on how many daily visitors you are getting - if your site is fairly new or has low visitor counts (under 100 a day), it may take a little while before you start getting clicks.

If you are using the allowed sites list in your Adsense account, make sure your own website URL is included in that authorized list.